+194.8%
BHP vs JAAA
+29.3%
+165.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.0% |
| 30D | +4.0% | +0.5% | +3.5% | +2.9% |
| 3M | +12.3% | +1.2% | +11.1% | +9.2% |
| 6M | +30.8% | +2.8% | +28.0% | +22.7% |
| YTD | +58.8% | +3.2% | +55.6% | +48.0% |
| 1Y | +76.8% | +4.8% | +72.0% | +59.3% |
| 3Y | +87.5% | +19.0% | +68.5% | +33.9% |
| 5Y | +123.9% | +26.8% | +97.1% | +35.3% |
| All | +194.8% | +29.3% | +165.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JAAA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling